QQM Equity Hedge

QQM Fund Management AB

Strategy Description

QQM Equity Hedge is an equities-focused market-neutral hedge fund applying different strategies to capture alpha. The fund’s strategy involves creating a market-neutral equity portfolio to capture the effects of fundamental momentum in European equity markets. The fund’s investment process is systematic and focuses on behavioural finance. The long portfolio consists of companies exhibiting an underestimated earnings development, while the short portfolio includes companies showing an overestimated earnings development. The fund’s market-neutral strategy exhibit minimal correlation with equity markets.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment500,000 SEK
AUM575M SEK
Inception DateJan 2008
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyQQM Fund Management AB
Investor RelationsOla Björkmo
AddressArtillerigatan 42
Stockholm, SE-114 45
Phone+46 8 407 50 50
E-mail[email protected]
Websitewww.qqm.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 -2.92 1.14 -1.41 -1.28 -0.87 3.39 -5.19 0.19 2.03 -0.76 -0.77 -6.52
2022 -0.71 -0.64 2.40 -0.28 -1.25 -0.95 -1.12 3.03 2.84 -1.49 -3.08 1.19 -0.26
2021 0.50 0.26 2.64 0.11 1.22 -0.65 1.47 -0.26 0.93 1.77 0.55 2.56 11.62
2020 5.80 0.20 -0.37 -0.10 -1.52 -2.02 1.76 -1.79 2.05 0.09 -7.39 -0.48 -4.21
2019 1.93 -2.58 3.53 -3.05 7.55 0.86 1.55 2.02 -4.05 -0.51 0.26 -0.60 6.56
2018 2.74 -0.42 0.77 0.46 2.38 -0.76 -0.68 2.41 -0.14 -2.27 -8.43 2.06 -2.38
2017 -0.33 -0.93 -0.52 1.95 -2.96 0.03 1.52 1.66 1.96 3.70 1.34 0.09 7.60
2016 1.25 -3.76 -4.26 -3.77 5.34 2.34 1.73 -2.46 1.52 -1.72 -0.64 -3.37 -8.00
2015 1.63 -4.87 3.03 -4.19 1.42 0.24 2.76 0.63 4.01 -1.81 0.30 5.22 8.14
2014 0.76 0.23 -0.67 -3.03 2.95 3.56 0.55 1.01 3.03 2.79 1.17 1.25 14.27
2013 3.73 1.88 0.97 2.89 -1.59 1.75 1.12 -3.62 1.48 4.59 1.17 0.48 15.60
2012 -5.42 0.87 0.00 1.75 -4.42 -0.63 0.49 -2.37 2.87 2.58 0.02 -1.43 -5.90
2011 0.38 0.66 2.12 1.89 -0.37 -1.55 -0.56 -1.65 1.51 -1.51 1.04 1.49 3.40
2010 0.18 0.01 -0.48 1.91 -4.27 -0.58 1.43 -0.47 1.73 0.14 -0.83 4.09 2.67
2009 0.79 -0.24 -0.56 0.49 0.40 0.12 1.80 -0.69 0.94 -0.58 0.87 0.96 4.35
2008 -0.17 0.25 0.10 0.17 0.64 0.60 -0.75 0.12 -1.66 0.44 0.20 -0.80 -0.88

Portfolio Managers

   
No data filled

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. HedgeNordic in no way guarantees the accuracy of these numbers and has supplied them to you for information purposes only. This does not constitute a solicitation to buy or an offer to sell. No investment should be made without fully reviewing the associated risk factors, fees and conflicts of interest as outlined in each fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. Past results are not necessarily indicative of future results. Trade only with risk capital. Sales restrictions may apply in your jurisdiction.

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 MONTH ROLLING ROR Return

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -11.70% 16 8 02/2016 01/2018
2 -11.04% 16 8 05/2011 04/2013
3 -10.63% 3 8 09/2018 07/2019
4 -10.29% 10 0 10/2022 -
5 -9.65% 10 12 03/2020 12/2021

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.16%-0.22%-0.46%-0.19%0.10%
% Positive33.33%50.00%41.67%37.50%50.00%
Avg. Pos. Period2.03%1.87%1.59%2.09%1.57%
Avg. Neg. Period-0.77%-2.24%-1.89%-1.51%-1.34%
Sharpe Ratio0.44-0.24-0.70-0.270.22
Sortino Ratio0.88-0.35-0.87-0.420.27
Monthly Volatility1.32%2.69%2.18%2.09%1.83%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.55%-8.43%0.24%0.26%-0.77%59.69%
3 Months 10.16%-11.33%0.74%0.92%0.47%60.85%
6 Months 14.68%-9.79%1.50%1.47%-1.32%58.06%
1 Year 17.40%-9.44%3.16%2.92%-5.41%63.89%
2 Years 32.10%-4.38%7.03%4.70%-4.38%84.52%
3 Years 42.84%-4.43%11.03%9.37%3.56%83.97%
5 Years 41.39%-3.58%20.97%20.78%8.40%95.45%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. HedgeNordic in no way guarantees the accuracy of these numbers and has supplied them to you for information purposes only. This does not constitute a solicitation to buy or an offer to sell. No investment should be made without fully reviewing the associated risk factors, fees and conflicts of interest as outlined in each fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. Past results are not necessarily indicative of future results. Trade only with risk capital. Sales restrictions may apply in your jurisdiction.

Strategy Description

QQM Equity Hedge is an equities-focused market-neutral hedge fund applying different strategies to capture alpha. The fund’s strategy involves creating a market-neutral equity portfolio to capture the effects of fundamental momentum in European equity markets. The fund’s investment process is systematic and focuses on behavioural finance. The long portfolio consists of companies exhibiting an underestimated earnings development, while the short portfolio includes companies showing an overestimated earnings development. The fund’s market-neutral strategy exhibit minimal correlation with equity markets.

Fund Information

General Information

NHX CategoryEquities
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment500,000 SEK
AUM575M SEK
Inception DateJan 2008
Management Fee1.00%
Performance Fee20.00%
SFDR Classification -

Company Information

CompanyQQM Fund Management AB
Investor RelationsOla Björkmo
AddressArtillerigatan 42
Stockholm, SE-114 45
Phone+46 8 407 50 50
E-mail[email protected]
Websitewww.qqm.se
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 -2.92 1.14 -1.41 -1.28 -0.87 3.39 -5.19 0.19 2.03 -0.76 -0.77 -6.52
2022 -0.71 -0.64 2.40 -0.28 -1.25 -0.95 -1.12 3.03 2.84 -1.49 -3.08 1.19 -0.26
2021 0.50 0.26 2.64 0.11 1.22 -0.65 1.47 -0.26 0.93 1.77 0.55 2.56 11.62
2020 5.80 0.20 -0.37 -0.10 -1.52 -2.02 1.76 -1.79 2.05 0.09 -7.39 -0.48 -4.21
2019 1.93 -2.58 3.53 -3.05 7.55 0.86 1.55 2.02 -4.05 -0.51 0.26 -0.60 6.56
2018 2.74 -0.42 0.77 0.46 2.38 -0.76 -0.68 2.41 -0.14 -2.27 -8.43 2.06 -2.38
2017 -0.33 -0.93 -0.52 1.95 -2.96 0.03 1.52 1.66 1.96 3.70 1.34 0.09 7.60
2016 1.25 -3.76 -4.26 -3.77 5.34 2.34 1.73 -2.46 1.52 -1.72 -0.64 -3.37 -8.00
2015 1.63 -4.87 3.03 -4.19 1.42 0.24 2.76 0.63 4.01 -1.81 0.30 5.22 8.14
2014 0.76 0.23 -0.67 -3.03 2.95 3.56 0.55 1.01 3.03 2.79 1.17 1.25 14.27
2013 3.73 1.88 0.97 2.89 -1.59 1.75 1.12 -3.62 1.48 4.59 1.17 0.48 15.60
2012 -5.42 0.87 0.00 1.75 -4.42 -0.63 0.49 -2.37 2.87 2.58 0.02 -1.43 -5.90
2011 0.38 0.66 2.12 1.89 -0.37 -1.55 -0.56 -1.65 1.51 -1.51 1.04 1.49 3.40
2010 0.18 0.01 -0.48 1.91 -4.27 -0.58 1.43 -0.47 1.73 0.14 -0.83 4.09 2.67
2009 0.79 -0.24 -0.56 0.49 0.40 0.12 1.80 -0.69 0.94 -0.58 0.87 0.96 4.35
2008 -0.17 0.25 0.10 0.17 0.64 0.60 -0.75 0.12 -1.66 0.44 0.20 -0.80 -0.88

Portfolio Managers

   
No data filled

Return Statistics

Last Month Return -
3 Month Return 0.47%
Year to Date Return -6.52%
12 Month Return -5.41%
36 Month Return 3.56%
Total Return Annualized 2.64%
Winning Months (%) 59.69%
Average Winning Month 1.61%
Average Losing Month -1.81%
Total Return Cumulative 51.48%

Risk Statistics (12M)

1 Year
Sharpe Ratio-0.70
Sortino Ratio-0.87
Sterling-0.32
Calmar-0.76
Skewness-0.47
Kurtosis1.64
Maximum Drawdown-7.14%
Correlation vs S&P 500-0.33
Annualized Volatility7.55%
Annualized Down. Deviation5.26%

Risk/Return Comparison

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 MONTH ROLLING ROR Return

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -11.70% 16 8 02/2016 01/2018
2 -11.04% 16 8 05/2011 04/2013
3 -10.63% 3 8 09/2018 07/2019
4 -10.29% 10 0 10/2022 -
5 -9.65% 10 12 03/2020 12/2021

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.16%-0.22%-0.46%-0.19%0.10%
% Positive33.33%50.00%41.67%37.50%50.00%
Avg. Pos. Period2.03%1.87%1.59%2.09%1.57%
Avg. Neg. Period-0.77%-2.24%-1.89%-1.51%-1.34%
Sharpe Ratio0.44-0.24-0.70-0.270.22
Sortino Ratio0.88-0.35-0.87-0.420.27
Monthly Volatility1.32%2.69%2.18%2.09%1.83%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 7.55%-8.43%0.24%0.26%-0.77%59.69%
3 Months 10.16%-11.33%0.74%0.92%0.47%60.85%
6 Months 14.68%-9.79%1.50%1.47%-1.32%58.06%
1 Year 17.40%-9.44%3.16%2.92%-5.41%63.89%
2 Years 32.10%-4.38%7.03%4.70%-4.38%84.52%
3 Years 42.84%-4.43%11.03%9.37%3.56%83.97%
5 Years 41.39%-3.58%20.97%20.78%8.40%95.45%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. HedgeNordic in no way guarantees the accuracy of these numbers and has supplied them to you for information purposes only. This does not constitute a solicitation to buy or an offer to sell. No investment should be made without fully reviewing the associated risk factors, fees and conflicts of interest as outlined in each fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. Past results are not necessarily indicative of future results. Trade only with risk capital. Sales restrictions may apply in your jurisdiction.

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

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